Browsing: Factor

Despite a temporary return to normalcy in 2022, equity factor strategies face performance challenges compared to cap-weighted indices since the…

Shaun Factor is an Australian small cap trader with over 20 years of experience. He is also co-founder of 180…

Complete recordingpresentation slidesRecommended resources”Quantitative Momentum: A Practitioner’s Guide to Building Momentum-Based Stock Picking SystemsWesley R. Gray and Jack R. Vogel…

The size factor is one of the equity risk factors. offered a premium over the long termRecently, however, some researchers…